+1,502.7%
BA vs HST
+1,609.3%
-106.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.7% |
| 7D | +5.9% | +3.3% | +2.6% | +4.8% |
| 30D | -8.2% | +16.4% | -24.5% | -12.7% |
| 3M | -25.4% | +5.5% | -30.8% | -26.8% |
| 6M | -20.0% | +31.1% | -51.2% | -27.2% |
| YTD | -18.5% | +55.9% | -74.4% | -30.1% |
| 1Y | -10.6% | +75.6% | -86.2% | -26.6% |
| 3Y | -9.3% | +87.8% | -97.0% | -27.7% |
| 5Y | -16.9% | +86.6% | -103.6% | -34.1% |
| 10Y | +37.9% | +161.1% | -123.2% | -0.2% |
| All | +1,502.7% | +1,609.3% | -106.5% | +484.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling